scientific article; zbMATH DE number 1436240

MaRDI QIDQ4948796zbMATH OpenFDO

Authors Peter Caithamer

Publication date 7 June 2000

zbMATH Keywords

1-integral processesdecoupled 2-integral processGaussian processes

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Stochastic analysis (60H99)

Recommendations

• Decoupled double stochastic fractional integrals
• The distribution of a double stochastic integral with respect to two independent brownian sheets
• The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
• Selfsimilar processes with stationary increments in the second Wiener chaos

Cited in

(4)

• On copulas of self-similar Ito processes
• The distribution of a double stochastic integral with respect to two independent brownian sheets
• Double hypergeometric Lévy processes and self-similarity
• Decoupled double stochastic fractional integrals

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